May 2017

  • May 18, 2017

    Recording - Axioma Insight™ Multi-Asset Class Risk Monitor Q1 2017

    Presenter: Christoph V. Schon, CFA, CIPM, Executive Director of Applied Research 

    In this webinar, Axioma's Christoph V. Schon, Executive Director of Applied Research, reviews the recent risk environment, focusing on how political events in Europe and around the world have affected government bond yields, spreads and currency volatility. He also shares his views on inflation on both sides of the Atlantic and discusses how changes in correlations between asset classes and risk factors have affected the risk profile of Axioma’s global multi-asset class model portfolio over the last three months.

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    As Executive Director of Applied Research, Christoph Schon generates insights into recent risk trends with a particular focus on fixed income and multi-asset class analysis. As the author of the weekly multi-asset class edition of Axioma’s Risk Monitor highlights, Christoph reports on equity, fixed-income, currency and commodity market developments around the world and how these affect the risk of a global multi-asset class model portfolio. In addition, he produces periodic special reports on topics that are of general interest to the investment community. He is also a regular speaker on risk and performance attribution topics at industry events. Christoph has been in the portfolio risk and performance analysis space for over ten years, having previously worked for Lehman Brothers/Barclays POINT and UBS Delta, where he held various roles as Marketer, Head of Client Services and Client-Facing Quant. He started his career in 2000 as a Fixed Income Research Analyst at Dresdner Bank in Frankfurt. He joined Dresdner’s FI index research group in 2002 and served as a member of the iBoxx European technical committee until 2006. Christoph has been a CFA charterholder since November 2007 and earned the CIPM designation in 2015. He holds a joint degree in electrical engineering and economics from TU Darmstadt in Germany. Brown